NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 41.98 42.35 0.37 0.9% 41.98
High 42.83 42.60 -0.23 -0.5% 42.64
Low 41.68 40.95 -0.73 -1.8% 40.76
Close 42.72 41.15 -1.57 -3.7% 42.17
Range 1.15 1.65 0.50 43.5% 1.88
ATR 1.27 1.31 0.04 2.8% 0.00
Volume 13,653 13,232 -421 -3.1% 55,996
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.52 45.48 42.06
R3 44.87 43.83 41.60
R2 43.22 43.22 41.45
R1 42.18 42.18 41.30 41.88
PP 41.57 41.57 41.57 41.41
S1 40.53 40.53 41.00 40.23
S2 39.92 39.92 40.85
S3 38.27 38.88 40.70
S4 36.62 37.23 40.24
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.50 46.71 43.20
R3 45.62 44.83 42.69
R2 43.74 43.74 42.51
R1 42.95 42.95 42.34 43.35
PP 41.86 41.86 41.86 42.05
S1 41.07 41.07 42.00 41.47
S2 39.98 39.98 41.83
S3 38.10 39.19 41.65
S4 36.22 37.31 41.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.83 40.81 2.02 4.9% 1.20 2.9% 17% False False 13,325
10 42.87 40.76 2.11 5.1% 1.15 2.8% 18% False False 12,770
20 42.87 38.49 4.38 10.6% 1.34 3.3% 61% False False 13,266
40 45.23 38.49 6.74 16.4% 1.28 3.1% 39% False False 11,264
60 45.23 38.49 6.74 16.4% 1.16 2.8% 39% False False 8,696
80 45.23 38.49 6.74 16.4% 1.10 2.7% 39% False False 7,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.61
2.618 46.92
1.618 45.27
1.000 44.25
0.618 43.62
HIGH 42.60
0.618 41.97
0.500 41.78
0.382 41.58
LOW 40.95
0.618 39.93
1.000 39.30
1.618 38.28
2.618 36.63
4.250 33.94
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 41.78 41.89
PP 41.57 41.64
S1 41.36 41.40

These figures are updated between 7pm and 10pm EST after a trading day.

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